Systemic riskiness of top US banks increased in Q1
Six of the eight too-big-to-fail US banks saw their systemic risk scores, as determined by the Federal Reserve, climb over the first quarter – four of them by so much that they face larger capital surcharges if they don’t shrink their exposures by year-end.
The average systemic risk score across the eight banks for Q1 2020 was 497 basis points, 27bps higher than at end-2019.
JP Morgan saw its systemic score rise the most quarter-on-quarter, by 99bp to 804bp. This score would cause it to
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
7 days in 60 seconds
Behavioural finance, alt data and risk-free rate problems
The week on Risk.net, June 27–July 3, 2020
Receive this by email